+1,237.2%
MTSI vs AGNC
+131.9%
+1,105.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.0% |
| 7D | +4.9% | +0.8% | +4.1% | +4.5% |
| 30D | -11.6% | -0.4% | -11.2% | -11.5% |
| 3M | -24.1% | +9.2% | -33.3% | -27.4% |
| 6M | +32.4% | +7.4% | +25.0% | +27.6% |
| YTD | +60.4% | +8.8% | +51.6% | +53.5% |
| 1Y | +111.0% | +18.3% | +92.7% | +93.9% |
| 3Y | +246.1% | +71.2% | +175.0% | +167.4% |
| 5Y | +340.3% | +34.8% | +305.5% | +272.2% |
| 10Y | +539.5% | +85.8% | +453.7% | +384.0% |
| All | +1,237.2% | +131.9% | +1,105.3% | +741.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AGNC.
Daily Out/Under-Performance
Portfolio return minus AGNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AGNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling